arXiv · math/0603341
Discrete Itô Formulas and Their Applications to Stochastic Numerics
Abstract
This is a survey note of the author's observations on the discrete-time analogues of Itô formulas.
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Jirô Akahori. 2006-03-14. Discrete Itô Formulas and Their Applications to Stochastic Numerics. https://arxiv.org/abs/math/0603341
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